. For practising multishines, first work on "jumpshines" jump then B with the multishine timing. This is to make it easier to learn future steps. I strongly recommend NOT doing shine-jump-shine at first, but rather the "jumpshines" I've described (I originally learned this from Westballz saying it).
. Once you can do that consistently, you should start doing Shine-Jump-Shine-Jump. It is important to do the jump after because you'll aways want to jump out of multishines, whether to do a wavehine or more multishines or a JC grab after, and I found that for me it was hard to learn to not just sit in shine after the second shine. After you get this, start doing wavedashes, JC grabs etc. out of the doubleshines, not just the jump.
. After this, move on to doing more and more multishines!
. For side-B shortens, you can't really practise them badly, my only advice is:
-Practise them on the ground, because it is the same timing but this stops you from getting your timing for the second B press from a jump you might potentially do to get in the air.
-If you want to sort of give yourself a situation where there's a bit of "pressure", you can stand facing the edge so that if you miss a shorten you'll SD (like I mean in practise).
-Try also putting yourself in a situation where you would use a shorten, like a bit above the edge but pretty close to the stage and do it from there. If you have 20XX, you can use the save/ load state to do it repeatedly, without have to jump off stage (which could potentially lead to the timing coming off the jump like I said earlier).
P.S. I seriously recommend considering using claw. I do, and it only takes a few hours to get used to it, and if you haven't practised too much tech yet with fox you really aren't losing anything. It makes it way easier to Multishine/ Waveshine and IMO short hop, but that isn't really a problem for most people. I'm pretty sure it is also healtier for your hands and wrists, and definately for you thumb.
For my right hand I use thumb for A, B and C-Stick, Index for Y, Middle for R, and Ring for Z. Some people use middle for R and Z, but I find it really hard to do, so I guess you should do whichever you like better. One final note is to keep your pinky straight. It will naturally want to curl up, but I found this made it really hurt after for a while, so it's important to remember to keep it straight. It becomes automatic after a while. I think it might come from that at first when you use claw it feels like you don't have a firm enough grip on your controller.
Hope this helps as well!
PPS This guide by Omni is a good way to go about learning all the tech before the stuff I've explained:
http://smashboards.com/threads/omnis-guide-to-mastering-fox-v-4-5-update-vs-ice-climbers.60570/